You're going to have to actually do something to be noticed, something "legitimately" illegal. Otherwise most authorities don't have the time of day to even pay attention that you are raising your profile. You are going to have to work on it a lot more than worry about deflecting a doctor's question, and that is because their are just enough criminals to fill the day of law enforcement, and then some.
If the nation really had the resources to overwatch each and every single one of us, then a killer couldn't ever make the status of being a serial killer. They would have got them a lot earlier.
Although true, it is a bit naive.
Right now it's all about collecting data. Data which is stored on mega-computers. You may have a computer capable of storing millions of names, addreses, etc. It's not that hard to do.
So, .gov collects from NICS (deleted? Yeah, after sharing it with a computer somewhere). Doctor's questions? CCW apps? Military info? Political forums? Court proceedings? All sources of data and info.
How about all the cameras that take pictures every 10 seconds or so. Big cities have them. They are for policing intersections, right? Sure. If you say so. Your car is registered so there are pictures of you driving down 5th avenue on the way to your doctor. If needed, they can pull them up to see if you did drive there. You are anonymous until they put in a search function. They don't know you but can find you if they really want to.
So, right now were all safe and fuzzy because it's illegal to collect this useless info. Our gov wouldn't infringe on our rights, right? Would you be amazed if something came down the pipe and the gov wanted a list of all males between the age of 18 and 35 who are white, are not professed Democrats and are NRA members who have purchased a firearm or have answered "yes" to owning a firearm in the last 10 years or has a permit to own or carry? Would you be amazed that within a short amount of time a printed list could be given to the prez if asked? Do you really think that this information is private or deleted and that the .gov could not come up with such a list? Seriously?
Our government has been recording our conversations, emails, texts, social media comments, etc for a while now. Don't believe it? Watch the news. All of this info may not be in neat, organized files in a secret room in DC but you can bet that with a few algorithms they have anything they need to look at you, me or any person who lives a normal life. If they need to, they will. We are all on record in a "cloud" somewhere, nameless and faceless until someone enters in a search criteria. Then we become hard copy.
Paranoid?
Nah, it's the life we live now. This is still the best place on earth to live.
I don't do anything nor plan to do anything that will put me under the microscope unless the proverbial SHTF occurs and if that ever happens, not much will be left anyway. Live and let live but don't think for a minute that you are anonymous. You may be until they want to find you. Your life will then open up like a rose opening to the sun.